Ares Commercial Real Estate Corp EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:42.84% (+8.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0219 | 7.85 | |
| 0.1709 | 23.23 | |
| 0.9886 | 937.10 | |
| -0.0559 | -9.11 |
Estimation Period:
Apr 26, 2012 to Feb 6, 2026
Apr 26, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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